Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-23 0.298075 0.325149 0.354704 0.389569 0.429844 0.475239 0.530748
2025-11-30 0.263294 0.297866 0.337799 0.387957 0.450187 0.526132 0.627911
2025-12-07 0.238536 0.276994 0.323284 0.384249 0.464256 0.568496 0.719774
2025-12-14 0.219234 0.259752 0.310116 0.379018 0.473744 0.604309 0.807897
2025-12-21 0.202681 0.243960 0.296595 0.370858 0.476983 0.630502 0.885799
2025-12-28 0.194426 0.237815 0.294609 0.377374 0.500669 0.688844 1.025966
2026-01-04 0.188734 0.234365 0.295598 0.387668 0.530604 0.761077 1.208402
2026-01-11 0.179382 0.225174 0.287736 0.383994 0.538133 0.797453 1.334408
2026-01-18 0.173769 0.220660 0.285972 0.389012 0.559796 0.861410 1.536060
2026-01-25 0.163507 0.208976 0.273001 0.375466 0.548727 0.863665 1.602461
2026-02-01 0.153955 0.197804 0.260098 0.360972 0.534400 0.857403 1.647042
2026-02-08 0.148441 0.192133 0.254984 0.358478 0.540720 0.892464 1.807755
2026-02-15 0.146083 0.191030 0.256828 0.367774 0.569989 0.981427 2.160915
2026-02-22 0.141814 0.186875 0.253714 0.368468 0.583291 1.039173 2.457058
2026-03-01 0.137134 0.181866 0.248953 0.365905 0.589928 1.083249 2.737212
2026-03-08 0.132376 0.176516 0.243342 0.361387 0.592093 1.117202 3.005499
2026-03-15 0.127325 0.170506 0.236365 0.353922 0.587389 1.133249 3.215839
2026-03-22 0.125433 0.169241 0.236938 0.360050 0.611764 1.230325 3.879437
2026-03-29 0.124324 0.169115 0.239327 0.369662 0.644976 1.361666 4.908519
2026-04-05 0.120804 0.165059 0.234977 0.366250 0.648680 1.408785 5.523186
2026-04-12 0.118972 0.163590 0.234873 0.370926 0.671595 1.522167 6.838922
2026-04-19 0.114173 0.157223 0.226182 0.358308 0.652165 1.493557 6.949864
2026-04-26 0.109441 0.150837 0.217250 0.344789 0.629512 1.450629 6.895329